I know this is an old post, but I've seen this question a lot and never a good solid answer when I was thinking of buying the same machine and wanted more info.

Sites that do give information about the H Class 600E say it's ".xxx" Trouble is, most design sites don't give out files with that extention and I've noticed the 600E excepts quite a lot of files. I've bought the 600E and tried some things.
The software seems to prefer .FHE but since that's a format really nowhere to be found, I mostly use .HUS because that's widely available.

So to be short, I speak of experience the machine handles: .XXX .FHE .HUS .SEW .PES .VIP and several others. But I guess these will be quite enough.